Anju Parthan wrote:
> I have complex survey data. I am trying to run vif
> after svyregress, but I get this error message
>
> . vif
> last estimates not found
> r(301);
>
> How can I calculate vif with svyregress?
Easy. Download Phil Ender's -collin- package from SSC. An example, taken
from one of my own 'cloned' datasets:
. use ees99, clear
. svyset [pweight=weight]
pweight is weight
. svyreg probvcon sex age educ turecode
Survey linear regression
pweight: weight Number of obs = 920
Strata: <one> Number of strata = 1
PSU: <observations> Number of PSUs = 920
Population size = 924.698
F( 4, 916) = 5.76
Prob > F = 0.0001
R-squared = 0.0346
----------------------------------------------------------------------------
probvcon | Coef. Std. Err. t P>|t| [95% Conf. Interval]
-----------+----------------------------------------------------------------
sex | .0952869 .2302624 0.41 0.679 -.3566143 .5471881
age | -.0283479 .0078918 -3.59 0.000 -.0438359 -.0128599
educ | .0153538 .0173196 0.89 0.376 -.0186367 .0493443
turecode | -.4211906 .1369806 -3.07 0.002 -.6900217 -.1523596
_cons | 59.86004 15.52017 3.86 0.000 29.40094 90.31913
----------------------------------------------------------------------------
. collin probvcon sex age educ turecode
Collinearity Diagnostics
SQRT Cond Cond R-
Variable VIF VIF Tolerance Eigenval Index1 Index2 Squared
----------------------------------------------------------------------------
probvcon 1.03 1.01 0.9749 1.1722 1 1.0000 1.0000 0.0251
sex 1.01 1.01 0.9885 1.1475 2 1.0107 2.4812 0.0115
age 1.03 1.01 0.9741 0.9868 3 1.0899 3.2101 0.0259
educ 1.02 1.01 0.9791 0.8671 4 1.1627 4.1625 0.0209
turecode 1.02 1.01 0.9843 0.8264 5 1.191 8.3130 0.0157
6 391.5044
----------------------------------------------------------------------------
Mean VIF 1.02 Condition Number 1.1910 391.5044
Determinant of correlation matrix 0.9511
Cond Index1 from deviation SSCP (no intercept)
Cond Index2 from scaled raw SSCP (w/ intercept)
CLIVE NICHOLAS |t: 0(044)7903 397793
Politics |e: [email protected]
Newcastle University |http://www.ncl.ac.uk/geps
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